Solutions of a class of partial differential equations with application to the Black-Scholes equation

In this paper we shall derive the solutions of a class of partial differential equations and its application to the Black-Scholes equation.     

Solution of a three-dimensional boundary-value problem for a fractional differential heat conduction equation

We consider a three-dimensional axisymmetric problem for a differential heat conduction equation with fractional time derivatives. Using the method of homogeneous solutions and integral transformations, we obtain an asymptotic and a numerical solution of the problem. The results of calculations are presented.     

Sectorial solution to semilinear singular partial differential equation

We shall show the solvability of semilinear Fuchsian partial differential systems in a multi-sectorial domain. Our equation contains a linearizing equation of a singular vector field to its linear part when so-called small denominators occur. We will show the existence of an analytic solution in a multi-sectorial domain without assuming any Diophantine condition.     

Mathematical analysis to a nonlinear fourth-order partial differential equation

The paper first study the steady-state thin film type equation

∇⋅(uⁿ|∇Δu|^q−2∇Δu)−δu^mΔu=f(x,u)     

Stability of stochastic partial differential equation

Stochastic partial differential equations such as occur in vibration problems for mechanical structures subjected to random loading are modelled as infinite dimensional stochastic Itô differential equations using a semigroup approach. Sufficient conditions for exponential stability of the expected energy of the system, as well as for the exponential decay of the sample paths of the displacement and velocity, are given. Under these same conditions it is shown that the zero solution is pathwise asymptotically stable relative to finite dimensional initial conditions. Illustrative examples are included.     

Splitting schemes for hyperbolic heat conduction equation

Rapid processes of heat transfer are not described by the standard heat conduction equation. To take into account a finite velocity of heat transfer, we use the hyperbolic model of heat conduction, which is connected with the relaxation of heat fluxes. In this case, the mathematical model is based on a hyperbolic equation of second order or a system of equations for the temperature and heat fluxes. In this paper we construct for the hyperbolic heat conduction equation the additive schemes of splitting with respect to directions. Unconditional stability of locally one-dimensional splitting schemes is established. New splitting schemes are proposed and studied for a system of equations written in terms of the temperature and heat fluxes.     

Thermoelasticity that uses fractional heat conduction equation

A survey of nonlocal generalizations of the Fourier law and heat conduction equation is presented. More attention is focused on the heat conduction with time and space fractional derivatives and on the theory of thermal stresses based on this equation.     

Elliptic partial differential equation and optimal control

The theory of optimal control and the semianalytical method of elliptic partial differential equation (PDE) in a prismatic domain are mutually simulated issues. The simulation of discrete-time linear quadratic (LQ) control with the substructural chain problem in static structural analysis is given first. From the minimum potential energy variational principle of substructural chain, the generalized variational principle with two kinds of variables and the dual equations are derived. The simulation relation is then recognized by comparing the variational principle and dual equations of the LQ control theory. The simulation between elliptic PDE in the prismatic domain and continuous-time LQ control is established in the same way, and the interval energy is naturally introduced, as in the case of substructural chain. The assembling and condensation equations can help one to derive the differential equations of the submatrices of potential energy and mixed energy. The well known Riccati equation is one of them. The interval assembling and condensation algorithm can be used to solve the Riccati equation. Some numerical examples are given to illustrate the method.     

On a fractional partial differential equation with dominating linear part

It is proved that there is a (weak) solution of the equation u_t=a*u_xx+b*g(u_x)_x+f, on ℝ⁺ (where * denotes convolution over (−∞, t)) such that u_x is locally bounded. Emphasis is put on having the assumptions on the initial conditions as weak as possible. The kernels a and b are completely monotone and if a(t)=t^−α, b(t)=t^−β, and g(ξ)∼sign(ξ)∣ξ∣^γ for large ξ, then the main assumption is that α>(2γ+2)/(3γ+1)β+(2γ−2)/(3γ+1). © 1997 by B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

S-Bounded distributions,application to partial differential equations

The S-boundness at infinity of a distribution is defined to give some informations on the behaviour of a large class of distributions at infinity. The subspace A′ ? D′ of S-bounded distributions has been characterized and the properties of elements of A′ have been analyzed especially those interesting for partial differential equations. At the end, some propositions, concerning the S-boundness of solutions of linear partial differential equations have been proved.     

The radiative transfer equation with a nonhomogeneous reflectivity boundary condition coupled with the heat conduction equation

In this paper, we make a rigorous mathematical analysis of the radiative heating of a semitransparent body made of a glass by a black radiative source surrounding it. This requires the study of the coupling between quasi‐steady radiative‐transfer boundary value problems with nonhomogeneous reflectivity boundary conditions (one for each wavelength band in the semitransparent electromagnetic spectrum of the glass) and a nonlinear heat‐conduction evolution equation with a nonlinear Robin boundary condition, which takes into account those wavelengths for which the glass behaves like an opaque body. We prove existence and uniqueness of the solution and give also uniform bounds on the solution, ie, on the absolute temperature distribution inside the body and on the radiative intensities.     

Viability property for a backward stochastic differential equation and applications to partial differential equations

In the present paper, we study conditions under which the solutions of a backward stochastic differential equation remains in a given set of constraints. This property is the so-called “viability property”. In a separate section, this condition is translated to a class of partial differential equations. Received: 23 April 1998 / Published online: 14 February 2000     

热方程的一些端点估计及其在Navier-Stokes方程中的应用——献给陆善镇教授75华诞

本文首先讨论热方程初值问题的解在Hardy、BMO（bounded mean oscillation）和Besov型空间中的估计.然后本文结合Coifmann-Lions-Meyer-Semmes在Hardy空间中的补偿紧性结果,给出Navier-Stokes方程整体弱解的二阶导数的一些端点估计.     

Dimension of measures invariant with respect to the Wa?ewska partial differential equation

We study asymptotic properties of a nonlinear first-order partial differential equation which describes the reproduction of blood cells. This equation under conditions proposed by Wa?ewska generates a semigroup of transformations with highly chaotic behaviour of trajectories. We show that this semigroup has invariant measures with arbitrary large dimension.